Characterization of large deviation probabilities for regenerative sequences

DOI10.1134/S0081543822010059MaRDI QIDQ2135119zbMATH OpenOpenAlexFDO

Authors G. A. Bakay

Publication date 4 May 2022

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543822010059

zbMATH Keywords

compound renewal propertylarge deviationslocal theoremsmaximum of a random walkrandom sequences with renewalterminating renewal

Mathematics Subject Classification ID

Large deviations (60F10) Renewal theory (60K05)

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Cites work

• Integro-local limit theorems for compound renewal processes under Cramér's condition. I
• Integro-local limit theorems for compound renewal processes under Cramér's condition. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. I
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. II
• Integro-local theorems for multidimensional compound renewal processes, when Cramer's condition holds. III
• Large deviations for a terminating compound renewal process
• Large deviations of generalized renewal process
• Limit theorems for random walk under the assumption of maxima large deviation
• Limit theorems in the boundary hitting problem for a multidimensional random walk
• Local theorems for arithmetic compound renewal processes when Cramer's condition holds
• On large deviations of maximum of a Cramér random walk and the queueing process
• On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
• Strong large deviations for arbitrary sequences of random variables
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

Cited in

(4)

• Large deviations of generalized renewal process
• On large deviations of the moment of attaining far level by the random walk in a random environment
• Chair of Mathematical Statistics and Random Processes
• On local probabilities for random walks in cookie-excited random environments

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